Unprofitable trades 0!!!!!! - page 13

 
Figar0 >> :

Trying to make some sense out of what's being done here... I can't.

Granit77 , you seem to be a very level-headed person who is not too keen on pseudo-graphics, explain the point of these dances on the verge of a MC with an optimizer at his side. What's the goal?

Well, you think too well of me, I at one time built a supergrial and, if it were not for intrigues of Rosh, which out of malice proved that this is a joke tester, then I would have lived in the Maldives. :))

There is a part of reasonableness here, but only a part so far. I will explain as best I can, within the limits of my incompetence.

1. The presence of the normalized oscillators with small periods in the critical zones usually signals of a reversal or reversal, and in their anticipation, there is a certain sense to open in the direction of the rollback/reversal. In this case, as there is no exact reversal signal, we should open with a successive series of orders. If we set small targets and do not try to catch the whole movement, most of such series start with losing positions that are gradually filled with profitable ones. As a result, in most cases, a small target can be reached within a short period of time. The balance chart looks similar to the pips chart, but all entries are sighted. Overlapping of losses takes place when the trend takes a long time and the deposit runs out.

2. As positions are opened in series, iLowest/iHighest are used as an auxiliary tool to obtain profitable entry points in the respective overbought/oversold zones.


I described the theme of the thread as I myself understand it, perhaps Hoper23 and khorosh have their own, different from this opinion.

Even in the form in which this EA is now, it can achieve 30-40% drawdown. These are the results after one month of optimization it holds up to a year, then MC.

You should also take into account that part of the drawdown is included in the strategy and is not a vice, it is the contribution of the first trades in the series, which are then overlapped by profitable ones.

The point of further work is to find the possibility to timely fix losses at the earliest possible detection of a dangerous trend without letting the drawdown grow to the dangerous level.

I am not qualified to solve this problem positively. I only know that attempts to increase profitability through MM take away from the main problem. The use of the standard MA filtering and oscillators based on it, IMHO, is not very promising. Rather, anything based on time, total loss, divergence indication or unknown to me now.


I don't think I've convinced, I hope I've at least removed the suspicion of insanity.

 
Suvorov >> :

You could try using the "Williams' Percent Range" indicator

I started this thread with it. It is absolutely no different from stochastic, take stochastic without smoothing and signal one, it will match 100%.

 
I have been working on a similar Expert Advisor for a couple of weeks now, but it is based on RSI. It is also based on the principle of averaging in anticipation of a reversal or pullback. The filtering or loss taking has not shown itself, because it strongly reduces or eliminates profitability. Long-term trends lead to mrjinkol. If I had I would trade without averaging and kinks. In general at the moment I have decided to abandon this trend due to lack of ideas. The only thing I could think of is to introduce in the system the condition of reversal with increasing lot and short aim to close at least to zero, but it is very dangerous because again we do not know how long this trend will last.
 
Indra66-Now tell me, maybe I will write, I am not a stingy, I posted mine in opensource, so tell me in detail how to implement it on small TFs? Let's say on 1M and 5M, large TFs will not give a real payoff, because Stochastic does not often give signals, especially good ones.
 
granit77 >> :

Well, you think too highly of me, I once built a supergrial and if it weren't for the intrigues of Rosh, who out of spite proved it was a tester's joke, I'd be living in the Maldives by now. :))

There is a reasonable part, but only a fraction so far. I will explain as much as I can, within my incompetence.

1. When normalized oscillators with small periods are found in critical zones, they usually signal a reversal or reversal, and on the threshold of such signals, it makes sense to open in the direction of the retracement/reversal. In this case, as there is no exact reversal signal, we should open with a successive series of orders. If we set small targets and do not try to catch the whole movement, most of such series start with losing positions that are gradually filled with profitable ones. As a result, in most cases, a small target can be reached within a short period of time. The balance chart looks similar to the pips chart, but all entries are sighted. Overlapping of losses takes place when the trend takes a long time and the deposit runs out.

2. As positions are opened in series, iLowest/iHighest are used as an auxiliary tool to obtain profitable entry points in the respective overbought/oversold zones.


I described the theme of the thread as I myself understand it, perhaps Hoper23 and khorosh have their own, different from this opinion.

Even in the form in which this EA is now, it can achieve 30-40% drawdown. These are the results after one month of optimization it holds up to a year, then MC.

You should also take into account that part of the drawdown is included in the strategy and is not a vice, it is the contribution of the first trades in the series, which are then overlapped by profitable ones.

The point of further work is to find the possibility to timely fix losses at the earliest possible detection of a dangerous trend without letting the drawdown grow to the dangerous level.

I am not qualified to solve this problem positively. I only know that attempts to increase profitability through MM take away from the main problem. The use of the standard MA filtering and oscillators based on it, IMHO, is not very promising. Rather something by time, by total loss, by divergence indication or by a principle unknown to me now.


I don't think I've convinced, I hope I've at least removed my suspicions of insanity.

Absolutely agree. The option of averaging. I thought that limiting the number of trades makes no sense, because the trend can immediately reverse, and also try to reverse for a day, eventually going more and more to the minus side devouring margin. Also, we cannot determine the danger of the trend, because if we could calculate the percentage of risk, we would enter the market at lower value and would not bother. The time frame is also not an option, the trend may take 3 days to reverse, like last week, or it may happen in 5 minutes. In the beginning I used STochastic as a basic signal to open and closed on profit, but trades were opened as much as my margin was enough (stupid, I know) but the paradox is that it worked. If the trend went away from the opening point, the point closed with a minus and the others remained and as a result all the remaining trades closed at the level of the first point with a plus and overlapped the minuses. What if we do the same but with a limited number of orders and with quality filtering? I mean, the series is opened and at the point xN the trend nevertheless reverses and if there is no signal for a reversal, we wait for the point x1 and close the series; if there is a signal for a reversal, we should close it within the reversal as it will probably be positive anyway. Even if we have minus, it will be an exceptional case as practice shows that most of them close on the plus side even if the trend has not reached x1. Thus, we reduce the drawdown to a minimum, leaving the so-called operating drawdown to support a series of trades. What do you think?

 
Work with locs....
 
xrust >> :
Work with locs....

There's some truth in that, as it's a typical swing, but how to deal with it afterwards?

You've got your teeth into lokas, you've understood the subject, so give us a simple example for our case.

 
I think the Loki will not work here, because the trend is hovering within 20 points and then goes where it should. Although there are rare occasions when the system really misses... I have a vague idea about this system in lots, maybe
xrust >> :
Work with the locks....

>> will enlighten us and show us how to apply the locks here? I think that one head is good, but 200 is a millionaire)))

 

It's really quite simple - your task is to free up margin to place new orders, and MT provides ample opportunities for this, such as counter-closing, partial overlap, and other other other things.....

 
Hoper23 >> :
Let's skip the encryption. Let's do it right here - the locals won't understand the code anyway, and it still needs to be optimized with brains. So, here's what I've done. It means I have a problem with stochastic filtering and autolot size (it cannot work with 0.01, starts only with 0.1). I have applied OsMa as a filter for stochastic, reduced drawdown to 60% and increased profit, but this 60% drawdown is not satisfying in demo. Let's work together, shall we?

Regarding the work with 0.01 lot - I understand that 0.1 is the minimum lot and minimum step, ie, the broker will not let you work in a normal account with a smaller lot and step.

You can extract this data using Marketinfo(Symbol(),MODE_MINLOT) and Marketinfo(Symbol(),MODE_LOTSTEP)

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